Matlab codes

1. The matlab code for the SVCJ, Stochastic Volatility with double jump mode in my published paper:

Pricing Cryptocurrency Options, Journal of Financial Econometrics, 2020, Vol. 18, No. 2, 250–279

Click here to download the code

2. The matlab code for the GARCH/DCC MIDAS estimation in my MIDAS papers

Click here to download the function file  (for two parameter model)

Click here to download the function file for DCC MIDAS 

Useful information for Python and Jupyter lab

To escape from installing jupyter lab with pip, pip3 or conda, you can launch Jupyter Lab from the anaconda launcher, which is easier to use for Python on Mac. It can be download from here